Halder, B. and Hassibi, B. and Kailath, T. (1997) State-space structure of finite horizon optimal mixed H_2/H_∞ filters. In: Proceedings of the 1997 American Control Conference. Vol.1. IEEE , Piscataway, NJ, pp. 784-785. ISBN 0-7803-3832-4. https://resolver.caltech.edu/CaltechAUTHORS:20150302-161737951
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Abstract
We show that finite horizon optimal mixed H_2/H_∞ filters are not of fixed order. Moreover, when the underlying systems have state-space models of order n, the optimal finite horizon mixed H_2/H_∞, filter has state-space model of order no greater than n+J where J is the multiplicity of the maximum singular value of T_2(K) equal to the H_∞ bound γ.
| Item Type: | Book Section | |||||||||
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| Additional Information: | © 1997 IEEE. This work was supported in part by DARPA through the Department of Air Force under contract F49620-95-1-0525-P00001 and by the Joint Service Electronics Program at Stanford under contract DAAH04-94-G-0058-P00003. | |||||||||
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| DOI: | 10.1109/ACC.1997.611909 | |||||||||
| Record Number: | CaltechAUTHORS:20150302-161737951 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20150302-161737951 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 55438 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | Shirley Slattery | |||||||||
| Deposited On: | 03 Mar 2015 02:08 | |||||||||
| Last Modified: | 10 Nov 2021 20:45 |
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